Access Statistics for Zhipeng Liao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 11 15 124
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 3 5 85
Automated Estimation of Vector Error Correction Models 0 0 1 292 0 8 11 265
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 0 3 7 170
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 1 7 0 3 8 70
Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications 1 1 1 112 6 12 14 199
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 0 8 14 125
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 1 28 3 11 15 121
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 1 7 11 129
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 1 15 1 4 11 69
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 6 10 64
Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version 0 0 0 12 1 7 8 63
Total Working Papers 1 1 5 714 12 83 129 1,484


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION 0 0 0 19 1 8 11 91
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS 0 0 0 21 0 5 6 102
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 12 0 7 14 136
Select the valid and relevant moments: An information-based LASSO for GMM with many moments 0 1 1 58 1 18 25 244
Sieve M inference on irregular parameters 0 1 1 15 0 9 14 127
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 2 4 9 164
Sieve semiparametric two-step GMM under weak dependence 0 2 2 24 1 9 15 142
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command 0 0 0 3 1 9 10 19
Total Journal Articles 0 4 4 188 6 69 104 1,025


Statistics updated 2026-03-04